JSM Preliminary Online Program
This is the preliminary program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

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3 Theme Session Sun, 8/1/10, 2:00 PM - 3:50 PM CC-13 (East)
Topics in Nonstandard Asymptotics - Invited - Papers
General Methodology, Business and Economic Statistics Section, IMS
Organizer(s): Moulinath Banerjee, University of Michigan
Chair(s): Michael Kosorok, The University of North Carolina at Chapel Hill
    2:05 PM   Limit Theory for Multivariate Shape Constraints: Partial Results, Open Problems, and ConjecturesJon A. Wellner, University of Washington
    2:35 PM   Adaptive Confidence Intervals for Regression Coefficients in Q-Learning — Eric B. Laber, University of Michigan; Min Qian, University of Michigan; Susan Murphy, University of Michigan
    3:05 PM   Inference for Change-Point Parameters Under Varying Degrees of Model MisspecificationMoulinath Banerjee, University of Michigan; Michael Kosorok, The University of North Carolina at Chapel Hill; Rui Song, Colorado State University
     3:35 PM   Floor Discussion
 
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21 Applied Session Theme Session Sun, 8/1/10, 2:00 PM - 3:50 PM CC-14 (East)
Statistical Issues in Business Analytics - Topic Contributed - Papers
Business and Economic Statistics Section
Organizer(s): Yasuo Amemiya, IBM T.J. Watson Research Center
Chair(s): David A. Dickey, North Carolina State University
    2:05 PM   Creating a Systematic Monitoring Process for Consumer Lending — Keith Schleicher, Capital One; Rose Brunner, Capital One; Lu Su, Capital One; Leonard Roseman, Capital One
    2:25 PM   Analytics in Manufacturing: A Case Study from Aluminum RecyclingJ. Michael Hardin, The University of Alabama; Michael D. Conerly, The University of Alabama
    2:45 PM   Efficient Designs for a Noncompensatory Choice ModelQing Liu, University of Wisconsin-Madison
    3:05 PM   Large-Scale Forecasting of Hierarchically Structured DataJonathan R.M. Hosking, IBM T.J. Watson Research Center
    3:25 PM   Social Network Analysis for Fraud DetectionJohn Clare Brocklebank, SAS Institute
     3:45 PM   Floor Discussion
 
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31 Theme Session Sun, 8/1/10, 2:00 PM - 3:50 PM CC-15 (East)
Long Memory - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Ignacio Lobato, ITAM
    2:05 PM   Asymptotics of Self-Normalized Linear Processes with Long MemoryHailin Sang, National Institute of Statistical Sciences; Magda Peligrad, University of Cincinnati
    2:20 PM   A Vector Autoregressive Approximation for an Infinite-Order Autoregressive Long Memory ProcessChafik Bouhaddioui, United Arab Emirates University
    2:35 PM   Asymptotic Theory for Fractionally Integrated Asymmetric Power ARCH ModelsKazuhiko Shinki, Wayne State University; Henry Zhengjun Zhang, University of Wisconsin-Madison
    2:50 PM   Predicting Long-Horizon Returns Using Historical Volatility: Statistical Significance and ModelingNatalia Sizova, Rice University
    3:05 PM   Memory Parameter Estimation in the Presence of Level Shifts and Deterministic TrendsAdam McCloskey, Boston University; Pierre Perron, Boston University
    3:20 PM   Penalized Order Selection Procedure for AR ProcessXiaodong Lin, Rutgers University
     3:35 PM   Floor Discussion
 
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74 Sun, 8/1/10, 4:00 PM - 5:50 PM CC-9 (East)
Finance - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Tatsuyoshi Okimoto, Hitotsubashi University
    4:05 PM   The Time of Ruin and Surplus Before Ruin with Mixture DistributionMin Deng, Maryville University
    4:20 PM   Residential Property Valuation Using Quantile RegressionJohn F. Wellington, Indiana University Purdue University Fort Wayne; Stephen A. Lewis, Mongrel Works, Inc.
    4:35 PM   Modeling the Dynamics of Corporate Credit Ratings: Estimating Ratings TransitionsTerri Anna Johnson, North Carolina State University; Meghan Rachel Kent, North Carolina State University
    4:50 PM   Multi-logit MAR models for High Frequency Financial DataMusen Wen, University of California, Riverside; Keh-Shin Lii, University of California, Riverside
    5:05 PM   Bayesian Analysis of Bivariate Mixture Transition Distribution ModelsHuiming Song, University of California, Riverside
    5:20 PM   Stochastic Hybrid SystemDaniel Siu, University of South Florida
    5:35 PM   On Another Form of Price Asymmetry: Detection at a Popular Restaurant ChainLeo T. Upchurch, Tuskegee University; Chia L. Chen, Tuskegee University
 
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124 Mon, 8/2/10, 8:30 AM - 10:20 AM CC-221 (West)
Topics in Seasonality - Topic Contributed - Papers
Business and Economic Statistics Section
Organizer(s): Tucker Sprague McElroy, U.S. Census Bureau
Chair(s): Peter Brian Kenny, PBK Research
    8:35 AM   A Graphical Interface for Weekly Seasonal Adjustment — David E. Byun, Bureau of Labor Statistics; Thomas D. Evans, Bureau of Labor Statistics
    8:55 AM   An Evaluation of Kan and Wang's Adjusted Box-Pierce Test Using Seasonal Time SeriesBrian Carl Monsell, U.S. Census Bureau
    9:15 AM   On the Seasonal Adjustment of Long Memory Time SeriesScott Holan, University of Missouri; Tucker Sprague McElroy, U.S. Census Bureau
    9:35 AM   Investigating Spectral Analysis in the X-12-ARIMA Seasonal Adjustment Program: Theory and PracticeWilma S. Jackson, SAS Institute
    9:55 AM   The Flow Estimates of Australia Labour Force Hours Worked and Seasonal Adjustment Xichuan Mark Zhang, Australian Bureau of Statistics; Noel Hansen, Australian Bureau of Statistics
     10:15 AM   Floor Discussion
 
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131 Theme Session Mon, 8/2/10, 8:30 AM - 10:20 AM CC-201 (West)
Finance and Theory - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Hector R. Ramirez Partida, State University of Nayarit
    8:35 AM   Clustering of Time SeriesRaja Velu, Syracuse University
    8:50 AM   Arbitrage-Free Linear Price Function Models for the Term Structure of Interest RatesAndrew F. Siegel, University of Washington
    9:05 AM   Lambert W Random Variables: A New Family of Generalized Skewed DistributionsGeorg Matthias Goerg, Carnegie Mellon University
    9:20 AM   Bond and Option Pricing with Random Field Interest ModelsBaowei Xu, The University of North Carolina at Chapel Hill; Chuanshu Ji, The University of North Carolina at Chapel Hill
     9:50 AM   Floor Discussion
 
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167 Mon, 8/2/10, 10:30 AM - 12:20 PM CC-221 (West)
Program Assessment and Accreditation, with Particular Reference to Business Schools - Topic Contributed - Panel
Business and Economic Statistics Section
Organizer(s): J. Keith Ord, Georgetown University
Chair(s): Hyokyoung (Grace) Hong, Baruch College, CUNY
     Abstract: Program Assessment and Accreditation, with Particular Reference to Business Schools
     Panelists: J. Keith Ord, Georgetown University
Robert Carver, Stonehill College
Amy Phelps, Duquesne University
     12:05 PM   Floor Discussion
 
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173 Theme Session Mon, 8/2/10, 10:30 AM - 12:20 PM CC-208 (West)
Model Selection - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Gray Calhoun, Iowa State University
    10:35 AM   Empirical Model Selection: Friedman and Schwartz RevisitedNeil R. Ericsson, Federal Reserve Board
    10:50 AM   Automatic Diagnostic Checking for Vector AutoregressionsIgnacio Lobato, ITAM; Juan Carlos Escanciano, Indiana University; Lin Zhu, Indiana University
    11:05 AM   Doubly Constrained Factor Models: Estimation and ApplicationsHenghsiu Tsai, Academia Sinica; Ruey S. Tsay, The University of Chicago
    11:20 AM   More on Arc Length Tests for Equivalent AutocovariancesOscar Ferebee Tunno, Arkansas State University; Colin Gallagher, Clemson University ; Robert Lund, Clemson University
    11:35 AM   Mixed Proportional Hazard Models with Continuous Finite Mixture Unobserved HeterogeneityMarcel Cristian Voia, Carleton University; Kim P. Huynh, Indiana University
    11:50 AM   A Large Sample Procedure for Selecting a Subset Containing the Best of Several Multinomial PopulationsSaad T. Bakir, Alabama State University
    12:05 PM   Interaction Detection for Business ForecastingDan Steinberg, Salford Systems
 
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174 Theme Session Mon, 8/2/10, 10:30 AM - 12:20 PM CC-302/303 (West)
Finance-Empirical - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Hedibert Freitas Lopes, The University of Chicago Booth School of Business
    10:35 AM   Modeling Bond-Trading Behavior Using a Zero-Inflated Multivariate PoissonBonnie Kathryn Ray, IBM T.J. Watson Research Center; Sarah Thomas, Rice University; Katherine Bennett Ensor, Rice University
    10:50 AM   Dependence Evolution in International Equity MarketsTatsuyoshi Okimoto, Hitotsubashi University
    11:05 AM   A New Estimation Method of GO-GARCH ModelsLingyu Zheng, Temple University; William Wei, Temple University
    11:20 AM   Dynamic Correlation Structures in Factor Multivariate Stochastic Volatility ModelsYu-Cheng Ku, North Carolina State University; Peter Bloomfield, North Carolina State University
    11:35 AM   Determination of Cointegration Rank in High-Dimensional Systems: Evidence from the World's Major Stock MarketsAlireza Tahai, Mississippi State University
    11:50 AM   First Significant Digit Distributions in the Credit CrisisPaul Hofmarcher, WU Wien; Florian Löcker, Institute for Statistics and Mathematics
    12:05 PM   Credit Rating Dynamics in the Presence of Structural Breaks — Haipeng Xing, State University of New York at Stony Brook; Ning Sun, State University of New York at Stony Brook; Ying Chen, MEAG New York
 
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189 Mon, 8/2/10, 10:30 AM - 12:20 PM CC-Exhibit Hall A (West)
Invited Poster Oral Presentations - Invited - Poster Presentations
Biometrics Section, Business and Economic Statistics Section, ENAR, IMS, Section on Bayesian Statistical Science, Section on Nonparametric Statistics, Section on Physical and Engineering Sciences, Section on Statistical Learning and Data Mining, Section on Statistics in Epidemiology, Section on Survey Research Methods, WNAR
Chair(s): Peiyong (Annie) Qu, University of Illinois at Urbana-Champaign
01: Joint Modeling of Epigenetic Data, Transcription Factor Binding Data, and Expression DataGuanghua Xiao, UT Southwestern Medical Center
02: Incorporating Chromosomal Spatial Correlation Through 3D Structures Into Microarray Data AnalysisXinlei Wang, Southern Methodist University; Guanghua Xiao, UT Southwestern Medical Center; Arkady Khodursky, University of Minnesota
03: Cancer Marker Identification via Penalized Integrative AnalysisShuangge Ma, Yale University
04: Bayesian, Frequentist, or Both? Model-Robust Regression and the 'Sandwich' EstimatorAdam A. Szpiro, University of Washington; Kenneth Rice, University of Washington; Thomas Lumley, University of Washington
05: Analyzing Methods of ImputationScott Daniel Crawford, Texas A&M University
06: WITHDRAWN: Município-Level Estimates of Child Mortality for Brazil: A New Approach Using Bayesian Statistics — Sarah McKinnon, Population Research Center; Joseph E. Potter, Population Research Center
07: Parallel Statistical Computing: Are We Embracing the Scalable Concurrency Revolution?George Ostrouchov, Oak Ridge National Laboratory
08: Generic Framework for Parallel Statistical ComputingHana Sevcikova, University of Washington
09: Sequential Application of a Third-Order Test Design in Six Dimensions Incorporating an Orthogonality ConstraintWilliam Line, DOES Institute; Mike Morton, DOES Institute; Norman Draper, University of Wisconsin-Madison
10: Parallel Implementation of Response Surface Regression on RHao Yu, The University of Western Ontario
11: Mode-Based Clustering with Applications to Information VisualizationJia Li, Penn State; Xiaolong Zhang, Penn State
12: A Comparative Study of Variable Screening Methods: Univariate vs. Multivariate ScreeningCong Liu, The Ohio State University; Tao Shi, The Ohio State University; Yoonkyung Lee, The Ohio State University
13: Efficient Classification for Longitudinal DataXianlong Wang, Fred Hutchinson Cancer Research Center; Peiyong (Annie) Qu, University of Illinois at Urbana-Champaign
14: Adaptive Confidence Intervals for the Test Error in ClassificationEric B. Laber, University of Michigan
15: Energy Functions for Dimension Reduction and Graph VisualizationLisha Chen, Yale University
16: Grouping Pursuit and Feature Selection Over a GraphYunzhang Zhu, University of Minnesota; Xiaotong Shen, University of Minnesota
17: Classfication Using Matrix Predictors with Application in Toxicant IdentificationWenxuan Zhong, University of Illinois
18: ROC Regression Using Percentile Values for Event Time OutcomesYuying Jin, University of Washington; Margaret Sullivan Pepe, Fred Hutchinson Cancer Research Center; Yingye Zheng, Fred Hutchinson Cancer Research Center
19: Hill's Matrix Augments the Barell Matrix for Identifying Knee Injuries in Active Duty U.S. ArmyCraig James McKinnon, United States Army Research Institute of Environmental Medicine; Owen Hill, United States Army Research Institute of Environmental Medicine; Ashley Kay, United States Army Research Institute of Environmental Medicine; Monika Wahi, United States Army Research Institute of Environmental Medicine
20: Estimating Network Structure Using Latent Space Models for Aggregated Relational DataTyler McCormick, Columbia University; Tian Zheng, Columbia University
21: Development of Imaging Biomarkers for Clinical Trials: Applications in Glioblastoma MultiformeHyun (Grace) Kim, University of California, Los Angeles; Jing Huo, University of California, Los Angeles; Matt Brown, University of California, Los Angeles; Jonathan Goldin, University of California, Los Angeles
22: Development of Imaging Biomarkers for Clinical Trials: Applications in Rheumatoid ArthritisGrace S. Park, Amgen Inc.
23: WITHDRAWN: Improving Clinical Utility of Physiologic MRI — John Kornak, University of California, San Francisco; Karl Young, University of California, San Francisco; Ying Lu, Stanford University; Norbert Schuff, University of California, San Francisco; Jeff Kasten, University of California, San Francisco; Mike Weiner, University of California, San Francisco
 
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199 Mon, 8/2/10, 12:30 PM - 1:50 PM CC-Ballroom D (West)
Business and Economic Statistics Section P.M. Roundtable Discussion (fee event) - Roundtables - PM Roundtable Discussion
Business and Economic Statistics Section
Organizer(s): Bonnie Kathryn Ray, IBM T.J. Watson Research Center
ML16: Statisticians in Business: Keys to SuccessMary Batcher, Ernst & Young
 
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214 Mon, 8/2/10, 2:00 PM - 3:50 PM CC-212 (West)
Bayesian Methods in Time-Series Econometrics - Invited - Papers
Business and Economic Statistics Section, Section on Bayesian Statistical Science
Organizer(s): Scott Holan, University of Missouri
Chair(s): Scott Holan, University of Missouri
    2:05 PM   Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset PricesJonathan Stroud, The George Washington University; Michael Johannes, Columbia University; Nicholas Polson, The University of Chicago
    2:30 PM   Dynamic Stock Selection Strategies: A Structured Factor Model FrameworkHedibert Freitas Lopes, The University of Chicago Booth School of Business; Carlos Marinho Carvalho, The University of Chicago Booth School of Business; Omar Aguilar, Financial Engines
    2:55 PM   Complete and Incomplete Bayesian Models for Financial Time SeriesJohn Geweke, University of Technology, Sydney
    3:20 PM   Estimation of the Term Structure from a DSGE ModelSiddhartha Chib, Washington University in St. Louis
     3:45 PM   Floor Discussion
 
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240 Mon, 8/2/10, 2:00 PM - 3:50 PM CC-210 (West)
Trends, Seasonality, and Time Series - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Andrew F. Siegel, University of Washington
    2:05 PM   Using X-12-ARIMA to Seasonally Adjust Business Employment Dynamics DataEric Simants, Bureau of Labor Statistics; David Talan, Bureau of Labor Statistics
    2:20 PM   The Hodrick-Prescott Filter: A Special Case of Penalized Spline SmoothingA. Alexandre Trindade, Texas Tech University; Robert Paige, Missouri University of Science and Technology
    2:35 PM   Extracting U.S. Credit Cycle Using Dynamic Linear ModelJie Chen, Bank of America; Agus Sudjianto, Bank of America
    2:50 PM   Estimation in ARCH Models with Missing Data: Applications to Latin-American Capital MarketsNatalia Bahamonde, Pontificia Universidad Católica de Valparaiso
    3:05 PM   Efficient Modeling of the Noise Term in Additive Nonparametric Transfer Function ModelsJun Liu, Georgia Southern University
    3:20 PM   GMM and OLS Estimation and Inference for New Keynesian Phillips CurveHrishikesh (Rick) D. Vinod, Fordham University
    3:35 PM   Constructing Observation Weight Functions for Model-Based Signal Extraction with Regression EffectsSiem Jan Koopman, Vrije Universiteit Amsterdam; Marius Ooms, Vrije Universiteit Amsterdam
 
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241 Theme Session Mon, 8/2/10, 2:00 PM - 3:50 PM CC-209 (West)
Macroeconomics - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Simon Van Norden, HEC Montreal
    2:05 PM   Forecasting Long-Term Trends in Consumer ExpendituresDavid Swanson, Bureau of Labor Statistics
    2:20 PM   Computation of the Stationary Wealth Distribution in a Heterogeneous Agent Based Economy with Employment Uncertainty Muffasir Badshah, Florida State University; Anuj Srivastava, Florida State University; Paul Beaumont, Florida State University
    2:35 PM   Managerial Practices, R&D Activities, and Internationalization Mode in Italian Firms: A Panel Approach — Matilde Bini, European University of Rome; Margherita Velucchi, Universitŕ di Firenze; Alessandro Zeli, ISTAT; Leopoldo Nascia, ISTAT
    2:50 PM   GDP, Well-Being, and Quality of Life: A Comparison Between Objective and Subjective Measures in ItalyTiziana Laureti, University of Naples Federico II; Luigi Biggeri, University of Florence
    3:05 PM   Quantitative Methods Used for the Informal Economy Analysis for Countries in Transition — Tudorel Andrei, The Bucharest Academy of Economic Studies; Andreea Iluzia Iacob, The Bucharest Academy of Economic Studies; Bogdan Oancea, "Nicolae Titulescu" University, Bucharest; Marius Profiroiu, The Bucharest Academy of Economic Studies
    3:20 PM   Estimating Armington Elasticity in a CGE Model Framework: A Generalized Maximum Entropy Approach — Guido Ferrari, University of Florence; Luca Secondi, University of Florence
    3:35 PM   Sociosystemics and Its Statistical AspectsIgor Mandel, Telmar Inc.
 
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Tue, 8/3/10, 7:00 AM - 8:30 AM FW-Sechelt Room
Business and Economic Statistics Section Executive Committee Meeting
Business and Economic Statistics Section
Chair(s): Richard Davis, Columbia University
 
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279 Applied Session Theme Session Tue, 8/3/10, 8:30 AM - 10:20 AM CC-118 (West)
The U.S. Federal Statistical System 2.0: Future Directions - Invited - Panel
Section on Government Statistics, Business and Economic Statistics Section, Section on Survey Research Methods, Social Statistics Section
Organizer(s): Rochelle (Shelly) Wilkie Martinez, Office of Management and Budget
Chair(s): Katherine K. Wallman, Office of Management and Budget
     Abstract: The U.S. Federal Statistical System 2.0: Future Directions
     Panelists: Steve Landefeld, Bureau of Economic Analysis
Robert M. Groves, U.S. Census Bureau
Edward J. Sondik, National Center for Health Statistics
Hermann Habermann, United Nations Statistics Division
Connie Citro, The National Academies
     10:15 AM   Floor Discussion
 
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298 Tue, 8/3/10, 8:30 AM - 10:20 AM CC-213 (West)
Forecasting and Model Comparison - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Ali Shojaie, University of Michigan
    8:35 AM   Limit Theory for Comparing Overfit Models Out-of-SampleGray Calhoun, Iowa State University
    8:50 AM   Autocontour-Based Evaluation of Out-of-Sample Density ForecastsEmre Yoldas, Bentley University; Gloria Gonzalez-Rivera, University of California, Riverside
    9:05 AM   Statistical Modeling and Inference with Uncertainty in Part of Historical DataJerry Shan, Hewlett-Packard
    9:20 AM   Complexity and Model Selection in Macroeconomic Forecasting with DSGE ModelsDaniel McDonald, Carnegie Mellon University
    9:35 AM   Measuring Output Gap UncertaintyShaun Vahey, ANU; James Mitchell, NIESR; Anthony Garratt, Birkbeck College
    9:50 AM   Robust Inference in Predictive RegressionsPaulo M.M. Rodrigues, Banco de Portugal; Antonio Rubia, University of Alicante
    10:05 AM   Modeling the Dynamics of Corporate Credit Ratings: Creating a Predictive Ratings ModelMeghan Rachel Kent, North Carolina State University; Terri Anna Johnson, North Carolina State University; Nicole Bader, North Carolina State University; Jenna Rice, North Carolina State University
 
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299 Theme Session Tue, 8/3/10, 8:30 AM - 10:20 AM CC-212 (West)
Inference for Structured Models - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Vadim Marmer, The University of British Columbia
    8:35 AM   Neural Networks for Time Series Prediction: Practical Implications of Theoretical ResultsMelinda F. Thielbar, North Carolina State University; David A. Dickey, North Carolina State University
    8:50 AM   Nonparametric Tests for Conditional Independence Using Conditional DistributionsTaoufik Bouezmarni, McGill University; Roch Roy, Université de Montréal; Abderrahim Taamouti, Universidad Carlos III de Madrid
    9:05 AM   Modeling Threshold Conditional Heteroscedasticity with Regime-Dependent Skewness and KurtosisWai Keung Li, The University of Hong Kong
    9:20 AM   Outliers in GARCH Models and the Estimation of Risk MeasuresHelena Veiga, Universidad Carlos III de Madrid
    9:35 AM   The Sampling Distribution of the W Estimator of the Number of Valid Signatures on a PetitionMark E. Eakin, The University of Texas at Arlington; Mary M. Whiteside, The University of Texas at Arlington
     9:50 AM   Floor Discussion
 
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300 Applied Session Theme Session Tue, 8/3/10, 8:30 AM - 10:20 AM CC-208 (West)
Data Measurement - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Baoline Chen, Bureau of Economic Analysis
    8:35 AM   Aligning Survey Estimates of Employment in Expanding and Contracting Establishments with Population Counts: Preliminary Issues and MethodsMichael Roosma, Bureau of Labor Statistics; Kenneth W. Robertson, Bureau of Labor Statistics; James Spletzer, Bureau of Labor Statistics
    8:50 AM   Improving the Preliminary Values of the Chained CPI-UJohn Shearer Greenlees, Bureau of Labor Statistics
    9:05 AM   Experimental PPI Index Aggregation Systems with Services and Construction Price IndexesJonathan Weinhagen, Bureau of Labor Statistics
    9:20 AM   Sampling and Weighting of Commodity and Service Units for the Elementary Level of Computation of the U.S. Consumer Price IndexMary Lee Fuxa, Bureau of Labor Statistics
    9:35 AM   An Empirical Comparison of Constrained Optimization Methods for Benchmarking Economic Time SeriesIrene Brown, U.S. Census Bureau
    9:50 AM   Measuring Inflation Expectations Using Interval-Coded DataYasutomo Murasawa, Osaka Prefecture University
    10:05 AM   Assessing the Impact of Missing Data on Variance Estimates for the Medical Expenditures Panel Survey: Insurance Component (MEPS-IC)Matthew Thompson, U.S. Census Bureau; Anne Kearney, U.S. Census Bureau
 
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334 Applied Session Theme Session Tue, 8/3/10, 10:30 AM - 12:20 PM CC-216 (West)
Benchmarking and Temporal Disaggregation of Time Series and New Approaches for Modeling Time-Series Data - Topic Contributed - Papers
Business and Economic Statistics Section
Organizer(s): Baoline Chen, Bureau of Economic Analysis
Chair(s): Stuart Scott, Bureau of Labor Statistics
    10:35 AM   Applying Singular Spectrum Analysis to Climate Data Using SAS/ETS SoftwareBruce Elsheimer, SAS Institute; Michael Leonard, SAS Institute; Marc Kessler, SAS Institute
    10:55 AM   Comparing the Causey-Trager Method to the Dagum-Cholette Regression Method of Benchmarking Subannual Data to Annual BenchmarksNatalya Titova, U.S. Census Bureau; David Findley, U.S. Census Bureau; Brian Carl Monsell, U.S. Census Bureau
    11:15 AM   An Empirical Comparison of Methods for Temporal Distribution and InterpolationBaoline Chen, Bureau of Economic Analysis
    11:35 AM   Accuracy of Nonparametric Price Indexes Relative to a Parametric Price Index of an Estimated Cobb-Douglas Marginal Utility ModelPeter Zadrozny, Bureau of Labor Statistics
    11:55 AM   Experience with Trend Revision Limits for Published SeriesPeter Brian Kenny, PBK Research; Gary Brown, Office for National Statistics UK; Begońa Martin, Office for National Statistics UK
     12:15 PM   Floor Discussion
 
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346 Theme Session Tue, 8/3/10, 10:30 AM - 12:20 PM CC-214 (West)
Econometric Theory - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Graham Elliott, University of California, San Diego
    10:35 AM   Optimal Estimation and Testing in EconometricsWerner Ploberger, Washington University in St. Louis
    10:50 AM   Principal Components Analysis for Multivariate Point ProcessesVictor Solo, University of New South Wales; Ahmed Pasha, University of New South Wales
    11:05 AM   Generalized Method of Moments with Tail TrimmingJonathan B. Hill, The University of North Carolina at Chapel Hill; Eric Renault, The University of North Carolina at Chapel Hill
    11:20 AM   Inference About Clustering and Parametric Assumptions in Variance Covariance EstimationMikko Packalen, University of Waterloo; Tony Wirjanto, University of Waterloo
    11:35 AM   Equivalent Sample Sizes in Time Series RegressionsJaechoul Lee, Boise State University; Robert Lund, Clemson University
    11:50 AM   Properties of a Block Bootstrap Under Long-Range DependenceYoung Min Kim, Iowa State University
    12:05 PM   Nonparametric Test of Conditional Quantile Independence with an Application to Banks' Systemic Risk Milan Nedeljkovic, University of Warwick
 
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364 Tue, 8/3/10, 12:30 PM - 1:50 PM CC-Ballroom C (West)
Business and Economic Statistics Section Speaker with Lunch (fee event) - Roundtables - Speaker with Lunch
Business and Economic Statistics Section
Organizer(s): Bonnie Kathryn Ray, IBM T.J. Watson Research Center
TL10: Predicting the Present with Google TrendsHal R. Varian, Google
 
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385 Tue, 8/3/10, 2:00 PM - 3:50 PM CC-202 (West)
Central Bank Forecasting - Invited - Papers
Business and Economic Statistics Section, International Chinese Statistical Association
Organizer(s): Michael McCracken, Federal Reserve Bank of St. Louis
Chair(s): Michael McCracken, Federal Reserve Bank of St. Louis
    2:05 PM   Short-Term Inflation Projections for the Euro AreaDomenico Giannone, ECARES
    2:25 PM   Forecasting in the Presence of Recent Structural BreaksSimon Price, Bank of England
    2:45 PM   Forecast Distributions for Monetary PolicymakersSimon Potter, Federal Reserve Bank of New York
     3:05 PM   Disc: Mike Dueker, Federal Reserve Bank of St. Louis
     3:25 PM   Disc: Jim Nason, Federal Reserve Bank of Philadelphia
     3:45 PM   Floor Discussion
 
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410 Theme Session Tue, 8/3/10, 2:00 PM - 3:50 PM CC-201 (West)
Unit Roots and Cointegration - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Neil R. Ericsson, Federal Reserve Board
    2:05 PM   Functional Coefficient Autoregressive Models for Nonlinear Time SeriesMehrzad Netadj, Mississippi State University; Alireza Tahai, Mississippi State University
    2:20 PM   A Simple Panel Stationarity Test in the Presence of Cross-Sectional DependenceKaddour Hadri, Queen's University Belfast
    2:35 PM   Asymptotically Similar Unit Root Tests in the Presence of Autocorrelated ErrorsMichalis Stamatogiannis, University of Groningen
    2:50 PM   Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust EvaluationMohitosh Kejriwal, Purdue University; Claude Lopez, University of Cincinnati
    3:05 PM   Phase and Coherency in a Neighborhood of Zero Frequency for Bivariate Long Memory SeriesRebecca J. Sela, New York University; Clifford M. Hurvich, New York University
     3:20 PM   Floor Discussion
 
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411 Theme Session Tue, 8/3/10, 2:00 PM - 3:50 PM CC-203 (West)
Cross Section and Panel - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Kei Hirano, The University of Arizona
    2:05 PM   A Shrinkage Approach to Fixed Effects Estimation of Nonlinear Panel Data ModelsDalia A. Ghanem, University of California, San Diego
    2:20 PM   On the Estimation of the Determinants of Technical Inefficiency in the Stochastic Frontier Production Function ModelSeongho Song, University of Cincinnati; Chansoo Kim, Kongju National University; David Taesok Yi, Xavier University; Younshik Chung, Pusan National University
    2:35 PM   Partially Adaptive Estimation of Truncated Regression Models: A Comparison with Several Semiparametric EstimatorsPatrick Ansel Turley, Brigham Young University; James B McDonald, Brigham Young University
    2:50 PM   Approximate Confidence Limits for a Proportion of the Hypergeometric Probability Distribution: Applications in AuditsYevgeniy Voinov, KIMEP
    3:05 PM   A Goodness of Fit for Difference-in-Difference ModelsHeungsun Park, Hankuk University of Foreign Studies; Zoonky Lee, Yonsei University; Sang-goo Lee, Seoul National University; Hyunsoo Kim, Kyonggi University
     3:20 PM   Floor Discussion
 
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423 Tue, 8/3/10, 2:00 PM - 3:50 PM CC-Exhibit Hall A (West)
Contributed Oral Poster Presentations: Business and Economic Statistics Section - Contributed - Poster Presentations
Business and Economic Statistics Section
Chair(s): Peiyong (Annie) Qu, University of Illinois at Urbana-Champaign
01: Comparison of Some Dimension-Reduction Techniques in Multivariate Nonstationary Time Series: A Case StudyYennyfer Johana Feo , Universidad Nacional de Colombia
02: Skew Factor Models and Dynamic Skew Factor Models Beverly Jane Gaucher, Texas A&M University
03: Constrained Estimation with Distorted Data by the Least-Squares CriterionLuis Frank, University of Buenos Aires
04: Valuing Markets Using Linear Mixed Effects ModelsJennifer J. Huang, Google; Choongsoon Bae, Google; Jim Koehler, Google
05: Does a Hybrid Regression Provide the Optimal Prediction Equation?
06: Has the Housing Market Hit Bottom?Kristen Elizabeth Gulledge, North Carolina State University; Emily Wisner, North Carolina State University
07: Risky Business: The 'Failures' of Risk ManagementChristine Wu, North Carolina State University; John Ryland Pigg, North Carolina State University
08: Total Alcohol Expenditure in the United States: Federal Economic Statistics and Industry DataGary Huang, ICF Macro ; Nebiyu Taddese, U.S. Department of the Treasury; Andrey Vinokurov, ICF Macro
09: Intradaily Smoothing Splines for Time-Varying Regression Models of Hourly Electricity LoadVirginie Dordonnat, EDF R&D; Marius Ooms, Vrije Universiteit Amsterdam; Siem Jan Koopman, Vrije Universiteit Amsterdam
10: Segmenting Nonstationary Time Series via Quantile AutoregressionsMing Zhong, University of California, Davis
11: Testing the Markov Assumption Using Corporate Credit RatingsJenna Rice, North Carolina State University; Nicole Bader, North Carolina State University
12: Seasonal Volatility ModelsAnkit Doshi, University of Manitoba; Julieta Frank, University of Manitoba; Aerambamoorthy Thavaneswaran, University of Manitoba
13: WITHDRAWN: Volatility Modeling of High-Frequency Electric Price Data — Asitha Edirisinghe, Missouri University of Science and Technology; V.A. Samaranayake, Missouri University of Science and Technology
14: Specification Issues in Mixed-Frequency Time Series ModelingKlaus Wohlrabe, Ifo Institute for Economic Research
15: Portfolio Management Strategies — Les Yen, University of Phoenix/NVA; Dalene Wisley, University of Phoenix/NVA
16: Modeling Apartment Characteristic ValuationsCaroline Swiger, Clemson University; Julia Sharp, Clemson University; William Bridges, Clemson University
17: Statistical Analysis on Market Microstructure ModelsFeng Liu, The University of North Carolina at Chapel Hill
 
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Tue, 8/3/10, 5:30 PM - 6:30 PM FW-Terrace Room
Business and Economic Statistics Section Business Meeting
Business and Economic Statistics Section
Chair(s): Richard Davis, Columbia University
 
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Tue, 8/3/10, 6:30 PM - 8:00 PM FW-Terrace Room
Business and Economic Statistics Section Reception
Business and Economic Statistics Section
Chair(s): Richard Davis, Columbia University
 
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464 Applied Session Theme Session Wed, 8/4/10, 8:30 AM - 10:20 AM CC-214 (West)
Real-Time Economic Indicators - Topic Contributed - Papers
Business and Economic Statistics Section
Organizer(s): Marc Wildi, Zurich University of Applied Sciences
Chair(s): Mark C. Greenwood, Montana State University
    8:35 AM   Asymmetric Henderson's Moving Averages Minimizing Phase-Shift — Dominique Ladiray, INSEE; Michel Grun-Rehomme, ENSAE
    8:55 AM   Monitoring the Economy: An Application of Multivariate Real-Time Signal ExtractionMarc Wildi, Zurich University of Applied Sciences
    9:15 AM   What Do Macroeconomists Know About Productivity Growth?Simon Van Norden, HEC Montreal; Jan P.A.M. Jacobs, University of Groningen
    9:35 AM   Real-Time Simulation of Alternative Specification of Euro Area Turning Points DetectionGian Luigi Mazzi, EUROSTAT; Monica Billio, Universitŕ di Venezia; Rosa Ruggeri Cannata, EUROSTAT
     10:15 AM   Floor Discussion
 
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495 Wed, 8/4/10, 10:30 AM - 12:20 PM CC-222 (West)
Methodological Advances in Official Time-Series Analysis - Invited - Papers
Business and Economic Statistics Section
Organizer(s): Tucker Sprague McElroy, U.S. Census Bureau
Chair(s): Tucker Sprague McElroy, U.S. Census Bureau
    10:35 AM   Seasonal Adjustment to Facilitate Forecasting: Empirical ResultsWilliam R. Bell, U.S. Census Bureau; Ekaterina Sotiris, U.S. Census Bureau
    11:00 AM   Measuring Uncertainty in X-11 Seasonal AdjustmentStuart Scott, Bureau of Labor Statistics; Michail Sverchkov, Bureau of Labor Statistics; Danny Pfeffermann , Hebrew University
    11:25 AM   Interpolation, Benchmarking, and Temporal Distribution with Natural SplinesBenoit Quenneville, Statistics Canada; Susie Fortier, Statistics Canada; Frédéric Picard, Statistics Canada
    11:50 AM   Time Series Modeling of Official Statistics with Two-Stage BenchmarkingRichard Tiller, Bureau of Labor Statistics; Danny Pfeffermann , Hebrew University
     12:15 PM   Floor Discussion
 
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516 Theme Session Wed, 8/4/10, 10:30 AM - 12:20 PM CC-216 (West)
Modeling Binary Outcomes - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Dalia A. Ghanem, University of California, San Diego
    10:35 AM   Forecasting Corporate Bankruptcy: International EvidenceShaonan Tian, University of Cincinnati; Yan Yu, University of Cincinnati
    10:50 AM   What Does Realized Volatility Tell Us About Macroeconomic Fluctuations?Zeynep Senyuz, University of New Hampshire; Marcelle Chauvet, University of California, Riverside; Emre Yoldas, Bentley University
    11:05 AM   Optimal Threshold from AROC Curve — Chong Sun Hong, SKK University; Jin Soo Choi, SKK University; Hee Jeong Lee, SKK University
    11:20 AM   Optimal Threshold from a Mixture of Two Distributions — Chong Sun Hong, SKK University; Jae Seon Joo, KWDI
    11:35 AM   The Effect of Seasonal Adjustment on Turning Points DetectionGaetana Montana, EUROSTAT; Gian Luigi Mazzi, EUROSTAT; Monica Billio, Universitŕ di Venezia
     11:50 AM   Floor Discussion
 
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517 Applied Session Theme Session Wed, 8/4/10, 10:30 AM - 12:20 PM CC-221 (West)
Extreme Values and Heavy Trials - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Jonathan B. Hill, The University of North Carolina at Chapel Hill
    10:35 AM   Intensity-Based Estimation of Extreme Loss Event Probability and Value-at-RiskKam Hamidieh, Rice University; Stilian Stoev, University of Michigan; George Michailidis, University of Michigan
    10:50 AM   Almost Unbiased Maximum Likelihood Estimation for the Generalized Pareto Distribtion and Value at RiskDavid E. Giles, University of Victoria; Hui Feng, King's College/The University of Western Ontario
    11:05 AM   Extreme-Value Distributions as g-and-h Distributions: An Empirical ViewDavid Hoaglin, Abt Bio-Pharma Solutions, Inc.
    11:20 AM   Tail Order and Intermediate Tail Dependence of Multivariate CopulasLei Hua, The University of British Columbia; Harry Joe, The University of British Columbia
    11:35 AM   Heavy-Tailed Behavior of High-Frequency Foreign Exchange ChangesEce Oral, Central Bank of the Republic of Turkey
    11:50 AM   Modeling the Relationship Between the Components of Executive Compensation: A Copula ApproachPadma Rao Sahib , University of Groningen ; Ruud Koning, University of Groningen ; Harmen De Weerd, University of Groningen
    12:05 PM   Some Pareto Mixtured DistributionsHumayun Kiser, Jahangirnagar University; Mian Arif Shams Adnan, Jahangirnagar University
 
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553 Applied Session Theme Session Wed, 8/4/10, 2:00 PM - 3:50 PM CC-223 (West)
Bayesian Nonparametric Modeling of Longitudinal and Survival Data - Invited - Papers
Section on Nonparametric Statistics, Business and Economic Statistics Section, IMS, Section on Bayesian Statistical Science, Health Policy Statistics Section, Section on Risk Analysis, WNAR
Organizer(s): Steven MacEachern, The Ohio State University
Chair(s): Steven MacEachern, The Ohio State University
    2:05 PM   Bayesian Nonparametric Longitudinal Data Analysis with Embedded Autoregressive Structure: Application to Hormone DataWesley Johnson, University of California, Irvine; Fernando Quintana, Pontificia Universidad Católica de Chile
    2:25 PM   Bayesian Clustering for Failure-Time Data Gary Rosner, The Johns Hopkins University; Peter Mueller, MD Anderson Cancer Center; Fernando Quintana, Pontificia Universidad Católica de Chile
    2:45 PM   Asymptotics for Posterior Mixture Hazards — Pierpaolo De Blasi, University of Turin/Collegio Carlo Alberto; Giovanni Peccati, University of Luxembourg; Igor Pruenster, University of Turin
    3:05 PM   Bayesian Nonparametric Estimation of Regression Models in Event History AnalysisPierpaolo De Blasi, University of Turin/Collegio Carlo Alberto
     3:25 PM   Disc: Antonio Lijoi, University of Pavia
     3:45 PM   Floor Discussion
 
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579 Applied Session Theme Session Wed, 8/4/10, 2:00 PM - 3:50 PM CC-16 (East)
Statistical Analysis on Incentives and Performance of K--12 Teachers - Topic Contributed - Papers
Business and Economic Statistics Section
Organizer(s): Shawn Ni, University of Missouri
Chair(s): Shawn Ni, University of Missouri
    2:05 PM   The Link Between Pensions and Retirement Timing: Lessons from California TeachersKristine Brown, University of Illinois at Urbana-Champaign
    2:25 PM   Teacher Pension Incentives, Retirement Behavior, and Potential for Reform in Arkansas — Robert M. Costrell, University of Arkansas; Josh McGee, University of Arkansas
    2:45 PM   Estimating a Dynamic Discrete Choice on Teachers' Retirement Decision Michael Podgursky , University of Missouri; Shawn Ni, University of Missouri
    3:05 PM   Teacher Pay for Performance: Experimental Evidence from Nashville's Project on Incentives in TeachingMatthew G. Springer, Vanderbilt University; Dale Ballou, Vanderbilt University; J.R. Lockwood, RAND Corporation; Daniel F. McCaffrey, RAND Corporation
     3:25 PM   Disc: Matthew Pepper, National Center on Performance Incentives
     3:45 PM   Floor Discussion
 
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604 Applied Session Theme Session Thu, 8/5/10, 8:30 AM - 10:20 AM CC-110 (West)
Frontiers of Financial Statistics - Invited - Papers
Business and Economic Statistics Section, IMS
Organizer(s): Yingying Li, Hong Kong University of Science and Technology
Chair(s): Yazhen Wang, University of Wisconsin-Madison
    8:35 AM   Realized Volatility When Sampling Times Can Be Endogenous — Yingying Li, Hong Kong University of Science and Technology ; Per Mykland, The University of Chicago; Eric Renault, The University of North Carolina at Chapel Hill; Lan Zhang, University of Illinois at Chicago; Xinghua Zheng, Hong Kong University of Science and Technology
    9:00 AM   Localized Realized Volatility ModelingYing Chen, National University of Singapore; Wolfgang Haerdle, Humboldt University in Berlin; Uta Pigorsch, Universitaet Mannheim
    9:25 AM   Quasi-Maximum Likelihood Estimation of Volatility with High-Frequency DataDacheng Xiu, Princeton University
    9:50 AM   Studying the Leverage Effect Based on High-Frequency Data — Yacine Ait-Sahalia, Princeton University; Jianqing Fan, Princeton University; Yingying Li, Hong Kong University of Science and Technology
     10:15 AM   Floor Discussion
 
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628 Theme Session Thu, 8/5/10, 8:30 AM - 10:20 AM CC-111 (West)
Applications Cross Section I - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Michael A. Rutter, Penn State Erie, The Behrend College
    8:35 AM   Do Students Enrolled in Business Statistics Classes Meet Their Expectations?Mammo Woldie, Texas Southern University
    8:50 AM   The Role of Strategic Planning in Higher Education: Case Studies of InstitutionsChandra Aleong, Delaware State University; J Aleong, University of Vermont
    9:05 AM   Do Smaller Labor Market Entry Cohorts Really Reduce German Unemployment?Carsten Pohl, Institute for Employment Research; Alfred Garloff, Institute for Employment Research; Norbert Schanne, Institute for Employment Research
    9:20 AM   University Careers Evolution: A Multistate Modeling for a Perspective Study of the Italian SituationMatilde Bini, European University of Rome; Bruno Monastero, Politecnico di Torino; Margherita Velucchi, Universitŕ di Firenze
    9:35 AM   Students Evaluation of Faculty Teaching Performance: Is It a Valid Assessment?Ephraim Okoro, Howard University; Mohammad A. Quasem, Howard University ; Melvin Washington, Howard University
     9:50 AM   Floor Discussion
 
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666 Thu, 8/5/10, 10:30 AM - 12:20 PM CC-118 (West)
The Rising Tide of Statistics in Business - Topic Contributed - Panel
Business and Economic Statistics Section
Organizer(s): Kaiser Fung, New York University
Chair(s): Mammo Woldie, Texas Southern University
     Abstract: The Rising Tide of Statistics in Business
     Panelists: Kaiser Fung, New York University
Dan Coates, Youth Pulse/Globalpark USA
Nathaniel Derby, Stakana Analytics
     12:15 PM   Floor Discussion
 
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672 Theme Session Thu, 8/5/10, 10:30 AM - 12:20 PM CC-117 (West)
Applications Cross Section II - Contributed - Papers
Business and Economic Statistics Section
Chair(s): Matilde Bini, European University of Rome
    10:35 AM   Blending Vital Statistics Inputs for Life-Table Analysis of Nursing Home DurationGary Simon, New York University
    10:50 AM   Estimation in State-Space Models with Exogenous Covariates and Missing DataArlene Naranjo, University of Florida; Mildred M. Maldonado-Molina, University of Florida; Kelli A. Komro, University of Florida; A. Alexandre Trindade, Texas Tech University; George Casella, University of Florida
    11:05 AM   Exploring the Factors Influencing Customer's Intentions to Adopt the Innovative Technology ProductsNai-Hua Chen, Chienkuo Technology University; Stephen C.T. Huang, National Kaohsiung First University of Science and Technology
    11:20 AM   Efficiency Measurement Using a Stochastic Frontier Model, with Application to Korean BanksEunyoung Kim, Pusan National University; Changkon Hong, Pusan National University; Seongho Song, University of Cincinnati
    11:35 AM   Dynamic Spatial Models for Estimating Systemic Yield RiskYing Zhu, North Carolina State University; Sujit Kumar Ghosh, North Carolina State University; Barry Goodwin, North Carolina State University
    11:50 AM   A Rare Event Model for Growth Dynamics Dodi Devianto, Andalas University
     12:05 PM   Floor Discussion
 

JSM 2010 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.


Last update: July 12, 2010
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